The purpose of this study is to determine whether therapy with nandrolone decanote can increase lean body mass in women with unintentional HIV-associated weight loss. HIV-infected women with involuntary wight loss >5% over the preceding 12 months will be randomly assigned to receive nandrolone decanoate or placebo for 12 weeks. All participants who complete the first 12 weeks of study will be eligible to receive open-label nandrolone for the subsequent 12 weeks.